-5.2%
ARES vs MLM
-12.5%
+7.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | +5.0% | -3.8% | +8.8% | +6.7% |
| 30D | +19.1% | +11.0% | +8.1% | +14.7% |
| 3M | +3.1% | -3.1% | +6.1% | +4.2% |
| 6M | +12.9% | -9.8% | +22.6% | +16.1% |
| YTD | -10.7% | -14.4% | +3.7% | -9.4% |
| All | -5.2% | -12.5% | +7.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling